Package: FKF.SP
Title: Fast Kalman Filtering Through Sequential Processing
Version: 0.3.4
Authors@R: c(person("Thomas", "Aspinall", email = "tomaspinall2512@gmail.com", 
         role = c("aut", "cre"),
         comment = c(ORCID = "0000-0002-6968-1989")),
  person("Adrian", "Gepp", email = "adgepp@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0003-1666-5501")),
  person("Geoff", "Harris", email = "gharris@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0003-4284-8619")),
  person("Simone", "Kelly", email = "skelly@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0002-6528-8557")),
  person("Colette", "Southam", email = "csoutham@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0001-7263-2347")),
  person("Bruce", "Vanstone", email = "bvanston@bond.edu.au", 
         role = c("aut"),
         comment = c(ORCID = "0000-0002-3977-2468")),
  person(given = "David", family="Luethi", role=c("ctb")),
  person(given = "Philipp", family="Erb", role=c("ctb")),
  person(given = "Simon", family="Otziger", role=c("ctb")),
  person(given = "Paul", family = "Smith", role = c("ctb"),
         comment = c(ORCID = "0000-0002-0034-3412")))
Description: Fast and flexible Kalman filtering and smoothing
        implementation utilizing sequential processing, designed for
        efficient parameter estimation through maximum likelihood
        estimation. Sequential processing is a univariate treatment of
        a multivariate series of observations and can benefit from
        computational efficiency over traditional Kalman filtering when
        independence is assumed in the variance of the disturbances of
        the measurement equation. Sequential processing is described in
        the textbook of Durbin and Koopman (2001,
        ISBN:978-0-19-964117-8). 'FKF.SP' was built upon the existing
        'FKF' package and is, in general, a faster Kalman
        filter/smoother.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.2
RdMacros: mathjaxr
Imports: mathjaxr,
Suggests: knitr, rmarkdown, stats, FKF, NFCP
VignetteBuilder: knitr
URL: https://github.com/TomAspinall/FKF.SP
BugReports: https://github.com/TomAspinall/FKF.SP/issues
NeedsCompilation: yes
Packaged: 2026-06-24 20:36:35 UTC; root
Author: Thomas Aspinall [aut, cre]
        (<https://orcid.org/0000-0002-6968-1989>), Adrian Gepp [aut]
        (<https://orcid.org/0000-0003-1666-5501>), Geoff Harris [aut]
        (<https://orcid.org/0000-0003-4284-8619>), Simone Kelly [aut]
        (<https://orcid.org/0000-0002-6528-8557>), Colette Southam
        [aut] (<https://orcid.org/0000-0001-7263-2347>), Bruce Vanstone
        [aut] (<https://orcid.org/0000-0002-3977-2468>), David Luethi
        [ctb], Philipp Erb [ctb], Simon Otziger [ctb], Paul Smith [ctb]
        (<https://orcid.org/0000-0002-0034-3412>)
Maintainer: Thomas Aspinall <tomaspinall2512@gmail.com>
Repository: https://cranhaven.r-universe.dev
Date/Publication: 2026-06-15 03:02:00 UTC
RemoteUrl: https://github.com/cranhaven/cranhaven.r-universe.dev
RemoteRef: package/FKF.SP
RemoteSha: 04d9804bcae6d44d3b2178d19afb0a8291ef6f51
RemoteSubdir: FKF.SP